NEW YORK — "Tonight, in the town where the gays birthed me, you can be free!" Lady Gaga announced at her Monster Ball show Tuesday night at Madison Square Garden.

On this second night in her hometown, Lady Gaga was being filmed by HBO for her concert special that will air in early May. And though it wasn't her first time playing MSG, she still felt the significance of headlining the venue. "I used to live 20 blocks from here, so I saw all those names go up on the marquis, and I always wanted to see my name up in those lights.

"You made me brave, little monsters," she informed her squealing fans of all ages, "and New York made me brave."

Liza Minnelli and Marisa Tomei were both in the audience, and Gaga asked for her monsters to cheer on the two women, who she said greatly influenced her.

"I don't lip-synch," Gaga reminded the audience, who was already quite aware of that impressive fact, considering all of the heavy dancing mixed with extended high notes. "I'm not going to waste your time watching some bitch lip-synch her way to an HBO special, especially not with Liza watching." Gaga recently said in an interview that she would want Marisa Tomei, above anyone else, to play her in a movie.

While performing all of her hits from The Fame and The Fame Monster, Gaga took plenty of time to speak to the crowd directly, and her witty banter had the room laughing every moment they weren't cheering their lungs out.

Someone in the audience held up a bright purple unicorn stuffed animal, and Gaga caught sight of it when flashing her disco stick flashlight around the crowd. "That is the most fabulous gay unicorn I have ever seen," she remarked, as straight-faced as ever. "The only thing better than a unicorn is a gay unicorn."

The evening flowed seamlessly from the moment Gaga took the stage with her dark pop tune "Dance in the Dark," disguising her dozen or so costume changes with dazzling art videos. The videos often depicted Gaga in a pose or in extreme slow motion, creating the sense of a moving portrait, surrounded by driving club dance beats. Some of the images included tears of blood, neon-green vomit, gothic clothing and bondage attire. The show itself could be an installment at a high-end gallery.

Gaga's incessant devotion to LGBT rights was in full effect during her two hours on stage. She called a fan in the audience, Jimmy DiPasquale, who had made a generous donation to her LGBT youth fund, to thank him personally. At the end of "Alejandro," while the beat continued to thump, two of her male backup dancers took the stage and made out passionately as the curtain came down.

As Gaga drove the night toward her two encores of "Bad Romance" and new single "Born This Way," she looked on the verge of tears and announced, "This is the last of five sold-out shows here, but I hope this song and this record bring us back here next year."